A class of modified BFGS algorithm with superlinear convergence based on new quasi-Newton equation
Haibin Wang
Abstract
Haibin Wang
Abstract
Aimed at unconstrained optimization problems,a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation,and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained.It was proved that,when the objective function was uniformly convex,this algorithm possessed superlinear convergence.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Aimed at unconstrained optimization problems,a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation,and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained.It was proved that,when the objective function was uniformly convex,this algorithm possessed superlinear convergence.
Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Mathematics, Convergence (economics), Quasi-Newton method, Class (philosophy), Applied mathematics, Newton's method, Function (biology)